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| AWSTemplateFormatVersion: '2010-09-09' | |
| Description: AWS API Gateway with a Lambda Integration | |
| Parameters: | |
| lambdaFunctionName: | |
| Type: "String" | |
| AllowedPattern: "^[a-zA-Z0-9]+[a-zA-Z0-9-]+[a-zA-Z0-9]+$" | |
| Description: Lambda function name. (Recommend to keep default) | |
| Default: "lambda-api" |
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| AWSTemplateFormatVersion: "2010-09-09" | |
| Transform: AWS::Serverless-2016-10-31 | |
| Globals: | |
| Function: | |
| Timeout: 60 | |
| Parameters: | |
| Stage: | |
| Type: String |
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| # Max index of train data | |
| train_ind = round(stocks_close.shape[0] * 0.7) | |
| # Function for optimization | |
| def evaluate_renko(brick, history, column_name): | |
| renko_obj = pyrenko.renko() | |
| renko_obj.set_brick_size(brick_size = brick, auto = False) | |
| renko_obj.build_history(prices = history) | |
| return renko_obj.evaluate()[column_name] |
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